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There are 10812 results for: content related to: Using CAViaR Models with Implied Volatility for Value-at-Risk Estimation

  1. Shrinkage-Based Tests of Predictability

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 307–332, Pablo Matias Pincheira Brown

    Article first published online : 16 JAN 2012, DOI: 10.1002/for.1270

  2. Prediction in the Random Effects Model with MA (q) Remainder Disturbances

    Journal of Forecasting

    Volume 32, Issue 4, July 2013, Pages: 333–338, Badi H. Baltagi and Long Liu

    Article first published online : 23 DEC 2011, DOI: 10.1002/for.1271

  3. Estimation and Forecasting of Locally Stationary Processes

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 86–96, Wilfredo Palma, Ricardo Olea and Guillermo Ferreira

    Article first published online : 20 NOV 2011, DOI: 10.1002/for.1259

  4. Statistical Inference for High-Dimensional Global Minimum Variance Portfolios

    Scandinavian Journal of Statistics

    Volume 41, Issue 4, December 2014, Pages: 845–865, Konstantin Glombek

    Article first published online : 19 FEB 2014, DOI: 10.1111/sjos.12066

  5. One-Way anova for Functional Data via Globalizing the Pointwise F-test

    Scandinavian Journal of Statistics

    Volume 41, Issue 1, March 2014, Pages: 51–71, Jin-Ting Zhang and Xuehua Liang

    Article first published online : 13 AUG 2013, DOI: 10.1111/sjos.12025

  6. LMI stability conditions for uncertain rational nonlinear systems

    International Journal of Robust and Nonlinear Control

    Volume 24, Issue 18, December 2014, Pages: 3124–3169, A. Trofino and T.J.M. Dezuo

    Article first published online : 15 JUL 2013, DOI: 10.1002/rnc.3047

  7. Space-Time Model versus VAR Model: Forecasting Electricity demand in Japan

    Journal of Forecasting

    Volume 32, Issue 1, January 2013, Pages: 75–85, Yoshihiro Ohtsuka and Kazuhiko Kakamu

    Article first published online : 9 NOV 2011, DOI: 10.1002/for.1255

  8. BOOTSTRAP FOR RANDOM COEFFICIENT AUTOREGRESSIVE MODELS

    Journal of Time Series Analysis

    Volume 34, Issue 6, November 2013, Pages: 646–667, Thorsten Fink and Jens-Peter Kreiss

    Article first published online : 13 SEP 2013, DOI: 10.1111/jtsa.12041

  9. Optimal detection of a jump in the intensity of a Poisson process or in a density with likelihood ratio statistics

    Scandinavian Journal of Statistics

    Volume 40, Issue 4, December 2013, Pages: 752–769, Camilo Rivera and Guenther Walther

    Article first published online : 13 SEP 2013, DOI: 10.1111/sjos.12027

  10. Discrete Multicolour Random Mosaics with an Application to Network Extraction

    Scandinavian Journal of Statistics

    Volume 40, Issue 4, December 2013, Pages: 734–751, M.N.M. van Lieshout

    Article first published online : 13 SEP 2013, DOI: 10.1111/sjos.12026

  11. ASYMPTOTIC INFERENCES FOR AN AR(1) MODEL WITH A CHANGE POINT: STATIONARY AND NEARLY NON-STATIONARY CASES

    Journal of Time Series Analysis

    Volume 35, Issue 2, March 2014, Pages: 133–150, Tianxiao Pang, Danna Zhang and Terence Tai-Leung Chong

    Article first published online : 7 DEC 2013, DOI: 10.1111/jtsa.12055

  12. Testing Interval Forecasts: A GMM-Based Approach

    Journal of Forecasting

    Volume 32, Issue 2, March 2013, Pages: 97–110, Elena-Ivona Dumitrescu, Christophe Hurlin and Jaouad Madkour

    Article first published online : 28 NOV 2011, DOI: 10.1002/for.1260

  13. ON MIXTURE MEMORY GARCH MODELS

    Journal of Time Series Analysis

    Volume 34, Issue 6, November 2013, Pages: 606–624, Muyi Li, Wai Keung Li and Guodong Li

    Article first published online : 24 AUG 2013, DOI: 10.1111/jtsa.12037

  14. A fixed point model for rate control and routing in cloud data center networks

    Security and Communication Networks

    Volume 7, Issue 9, September 2014, Pages: 1420–1436, Bo Li, Xuefeng Ma, Jianming Li and Zhou Zong

    Article first published online : 16 DEC 2013, DOI: 10.1002/sec.878

  15. A statistical model for hospital admissions caused by seasonal diseases

    Statistics in Medicine

    Volume 30, Issue 26, 20 November 2011, Pages: 3125–3136, David Moriña, Pedro Puig, José Ríos, Anna Vilella and Antoni Trilla

    Article first published online : 17 AUG 2011, DOI: 10.1002/sim.4336

  16. Multistate Survival Models as Transient Electrical Networks

    Scandinavian Journal of Statistics

    Volume 41, Issue 1, March 2014, Pages: 167–186, Ronald W. Butler and Douglas A. Bronson

    Article first published online : 28 APR 2013, DOI: 10.1111/sjos.12014

  17. EFFICIENT NON-PARAMETRIC ESTIMATION OF THE SPECTRAL DENSITY IN THE PRESENCE OF MISSING OBSERVATIONS

    Journal of Time Series Analysis

    Volume 35, Issue 5, September 2014, Pages: 407–427, Sam Efromovich

    Article first published online : 3 APR 2014, DOI: 10.1111/jtsa.12072

  18. Remarks on regularity criteria for axially symmetric weak solutions to the Navier–Stokes equations

    Mathematical Methods in the Applied Sciences

    Volume 35, Issue 3, February 2012, Pages: 360–371, Adam Kubica, Milan Pokorný and Wojciech Zajączkowski

    Article first published online : 29 DEC 2011, DOI: 10.1002/mma.1586

  19. Exponentially Smoothing the Skewed Laplace Distribution for Value-at-Risk Forecasting

    Journal of Forecasting

    Volume 32, Issue 6, September 2013, Pages: 534–550, Richard Gerlach, Zudi Lu and Hai Huang

    Article first published online : 25 JUN 2013, DOI: 10.1002/for.2255

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    Dynamic effective properties of heterogeneous geological formations with spherical inclusions under periodic time variations

    Geophysical Research Letters

    Volume 40, Issue 7, 16 April 2013, Pages: 1345–1350, A. Rabinovich, G. Dagan and T. Miloh

    Article first published online : 12 APR 2013, DOI: 10.1002/grl.50319